+378.3%
DDOG vs CLS
+2,991.8%
-2,613.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.9% | -7.5% | -1.9% |
| 7D | -16.9% | -10.6% | -6.3% | -14.2% |
| 30D | -38.8% | -38.4% | -0.3% | -30.3% |
| 3M | -23.2% | -29.9% | +6.6% | -16.3% |
| 6M | -10.3% | -40.6% | +30.4% | +0.8% |
| YTD | +32.1% | -24.6% | +56.7% | +33.0% |
| 1Y | -6.1% | -30.8% | +24.7% | -4.2% |
| 3Y | +79.2% | +811.7% | -732.5% | -34.8% |
| 5Y | -8.6% | +1,838.4% | -1,847.1% | -75.3% |
| All | +378.3% | +2,991.8% | -2,613.5% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling